Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48036.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46032.03 Kr¶

PnL: ---------------------------------------> 354.14 Kr¶

DD now: ---------------------------------> -1.221 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-03 11:38:26.931322'

Anic Portfolio¶

Today¶

Return: -0.15 %¶

This Week¶

Return: 0.561 %¶

Total¶

Return: 57.259 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

      timestamp        equity
0    2022-01-04  30546.076275
1    2022-01-04  30546.076275
2    2022-01-06      31155.11
3    2022-01-07      30766.48
4    2022-01-10       29942.9
..          ...           ...
146  2022-12-22      47742.69
147  2022-12-29      47742.69
148  2022-12-30      47742.69
149  2023-01-02      47890.76
150  2023-01-03      48036.32

[151 rows x 2 columns]
OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
ACQ Bure SPAC 126 12070.80 43.80 0.36 12027.000006
Tietoevry 22 6661.60 44.00 0.66 6617.600000
Pfizer Inc 11 5956.50 76.50 1.3 5880.000005
AQ Group 17 5406.00 72.00 1.35 5334.000002
Duni 43 3839.90 34.00 0.89 3805.900029
New Wave B 18 3888.00 125.40 3.33 3762.599994
International Petroleum Corp. 22 2571.80 -44.29 -1.69 2616.086946
Epiroc B 9 1537.65 5.85 0.38 1531.800000
Scandi Standard 27 1321.38 6.38 0.49 1315.000008
Betsson B 10 879.30 4.40 0.5 874.900000
Holmen A 2 856.00 -4.00 -0.47 860.000000
Green Landscaping Group 11 660.00 -38.00 -5.44 697.999995
Samhällsbyggnadsbo. i Norden B 20 383.10 28.10 7.92 355.000000
TOTAL 46032.03 354.14 -1.22059% 45677.886985

Updated:¶

'2023-01-03 11:38:41.647770'
None

Last optimization/rebalancing:¶

'2022-12-18'

Next optimization/rebalancing:¶

'2023-01-27'

In or Out of market? In if Signal > -10, else out of market!¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶